ARIMAX-EGARCH quantitative model for prediction of the Colombian exchange rate (COP/USD) [Modelo cuantitativo ARIMAX- EGARCH para la predicción de la tasa de cambio colombiana (COP/USD)]

COP/USD exchange rate is a very important variable for financial planning of Colombian companies expose to exchange rate risk. Therefore, the ability to generate forecasts and have a tool for decision making becomes fundamental. The research aims at the construction of an econometric model for the r...

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Autores:
Tipo de recurso:
Fecha de publicación:
2018
Institución:
Universidad de Medellín
Repositorio:
Repositorio UDEM
Idioma:
spa
OAI Identifier:
oai:repository.udem.edu.co:11407/4534
Acceso en línea:
http://hdl.handle.net/11407/4534
Palabra clave:
ARIMAX; EGARCH; Exchange Rate
Rights
License
http://purl.org/coar/access_right/c_16ec